参数法和非参数法的选择

NO.PZ2018122701000002 问题如下 A risk analyst is comparing the use of parametric annon-parametric approaches for calculating Vanis concerneabout some of the characteristipresent in the loss tWhiof the following stribution characteristiwoulmake parametric approaches the favored methoto use? Skewness in the stribution Ftails in the stribution Scarcity of high magnitu loss events Heteroskesticity in the stribution C is correct. 考点 ： non-parametric method 解析 ： Non-parametric approaches caccommote fat tails, skewness, anany other non-normfeatures thccause problems for parametric approaches. However, if the ta periothis usein estimation inclus few losses or losses with low magnitu, non-parametric metho will often prorisk measures thare too low. Henparametric metho woulbe more appropriate in those situations. 忘记这个知识点了

NO.PZ2018122701000002 Ftails in the stribution Scarcity of high magnitu loss events Heteroskesticity in the stribution C is correct. 考点 non-parametric metho解析 Non-parametric approaches caccommote ftails, skewness, anany other non-normfeatures thccause problems for parametric approaches. However, if the ta periothis usein estimation inclus few losses or losses with low magnitu, non-parametric metho will often prorisk measures thare too low. Henparametric metho woulmore appropriate in those situations. 尤其是后面however那段

NO.PZ2018122701000002

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